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| 005 | 20250918124751.0 | ||
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| 007 | cr nn 008maaau | ||
| 008 | 101230s2010 gw s j eng d | ||
| 020 |
_a9783642136948 _qelectronic book |
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_y12-30-2010 _zmuhaimin |
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_aQA274.23 _b.P53 2010 |
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_a519.2 _222 |
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_aQA274.23 _b.P716 2010 |
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| 100 | 1 | _aPlaten, Eckhard. | |
| 245 | 1 | 0 |
_aNumerical solution of stochastic differential equations with jumps in finance _h[electronic resource] / _cby Eckhard Platen, Nicola Bruti-Liberati. |
| 260 |
_aBerlin, Heidelberg : _bSpringer-Verlag Berlin Heidelberg, _c2010. |
||
| 300 |
_a1online resource (xxviii, 856 pages) : _billustrations, digital ; _c24 cm. |
||
| 440 | 0 |
_aStochastic modelling and applied probability, _x0172-4568 ; _v64 |
|
| 650 | 0 | _aStochastic differential equations. | |
| 650 | 0 | _aJump processes. | |
| 650 | 2 | 4 | _aProbability Theory and Stochastic Processes. |
| 650 | 2 | 4 | _aStatistics for Business/Economics/Mathematical Finance/Insurance. |
| 700 | 1 | _aBruti-Liberati, Nicola. | |
| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 856 | 4 | 0 | _uhttps://eresourcesptsl.ukm.remotexs.co/user/login?url=http://dx.doi.org/10.1007/978-3-642-13694-8 |
| 907 |
_a.b14899814 _b2023-05-08 _c2019-11-12 |
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_n0 _kQA274.23 .P716 2010 |
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